V-Lab: AUK Corp Spline-GARCH Volatility Analysis

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V-Lab

AUK Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:56.00% (-0.55%)

Analysis last updated: Thursday, May 2, 2024 at 11:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9420	5.54
$α$	0.0726	5.17
$β$	0.8505	39.07
$γ_{1}$	-0.1731	-2.04
$γ_{2}$	0.2008	1.65
$γ_{3}$	-0.0944	-1.16
$γ_{4}$	0.2379	2.57
$γ_{5}$	-0.3250	-2.96
$γ_{6}$	0.2150	2.02
$γ_{7}$	-0.0535	-0.53
$γ_{8}$	0.0140	0.10
$γ_{9}$	-0.1191	-0.53
$γ_{10}$	0.3480	1.27

Estimation Period:
Oct 16, 1996 to Apr 30, 2024

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